-25.4%
FN vs EL
+30.6%
-56.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -4.1% | +7.6% | -11.7% | -3.6% |
| 30D | -28.3% | +15.7% | -44.0% | -27.6% |
| 3M | -33.9% | +30.5% | -64.4% | -32.4% |
| 6M | -43.9% | +32.5% | -76.4% | -42.4% |
| YTD | -23.4% | +9.4% | -32.9% | -25.6% |
| 1Y | -25.4% | +28.4% | -53.8% | -29.9% |
| All | -25.4% | +30.6% | -56.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling